报告人：郑光取，Luxembourg University 

报告题目：A brief introduction to the Malliavin-Stein approach

时间：1月5号（周四），下午2:30-3:30

地点：管研楼1418

摘要：The Fourth Moment Theorem by Nualart and Peccati(05) states that a sequence of standardised random variables in a fixed (Gaussian) Wiener chaos, converges in law to a standard normal if and only if the fourth moments converges to 3. Nourdin and Peccati(2008) pushed this line of research further by combining the Malliavin calculus with Stein's method of normal approximation. This talk will be a brief introduction to this approach. If time permits, I will talk about its extension to the discrete setting.